| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.42% | 61.16% |
| Max Drawdown | -17.04% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.14 | 0.85 |
| Payoff Ratio | 0.99 | 0.93 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.45 | 0.53 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 46.36 | 2.9 |
| Outlier Loss Ratio | 3.94 | 3.02 |
| Volatility (ann.) | 7.53% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.25 | 2.0 |
| Skew | -1.47 | 0.21 |
| Kurtosis | 33.79 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.35% | 3.74% |
| Expected Yearly % | -2.24% | 26.95% |
| Kelly Criterion | -6.7% | 0.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11396372:BTCUSD | 11396372:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.66 | -0.33 | - |
| 2025 | 16.76 | 9.43 | 0.56 | - |
| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| MTD | 4.57% | 4.16% |
| 3M | -4.68% | 31.46% |
| 6M | 9.47% | 12.77% |
| YTD | 9.43% | 16.76% |
| 1Y | -2.81% | 56.84% |
| 3Y (ann.) | -4.31% | 59.12% |
| 5Y (ann.) | -4.31% | 59.12% |
| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| Max Drawdown | -17.04% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.62% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -17.04 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396372:btcusd:triple_med_gx:lsma70_120 | 11396372:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.61% | 18.93% |
| Worst Week | -9.28% | -12.33% |
| Best Month | 7.45% | 37.42% |
| Worst Month | -11.3% | -17.69% |
| Best Year | 9.43% | 38.02% |
| Worst Year | -12.66% | 16.76% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.26% | 5.26% |
| Avg. Down Week | -3.26% | -3.08% |
| Avg. Up Month | 3.58% | 13.9% |
| Avg. Down Month | -6.84% | -6.43% |
| Win Days % | 46.9% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |